Small-sample statistical condition estimation of large-scale generalized eigenvalue problems
DOI10.1016/J.CAM.2015.11.022zbMATH Open1332.65061OpenAlexW2231538522MaRDI QIDQ908367FDOQ908367
Frederick K. H. Phoa, Peter Chang-Yi Weng
Publication date: 4 February 2016
Published in: Journal of Computational and Applied Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.cam.2015.11.022
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Newton's methodgeneralized eigenvalue problemSylvester equationlarge-scale problemstatistical condition estimationdeflating subspacelarge and sparse real matrix
Point estimation (62F10) Computational methods for sparse matrices (65F50) Numerical computation of eigenvalues and eigenvectors of matrices (65F15) Numerical computation of matrix norms, conditioning, scaling (65F35) Conditioning of matrices (15A12) Matrix equations and identities (15A24)
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Cited In (4)
- Fast Condition Estimation for a Class of Structured Eigenvalue Problems
- Small-Sample Statistical Condition Estimates for General Matrix Functions
- Mixed, componentwise condition numbers and small sample statistical condition estimation of Sylvester equations
- Tackling Small Eigen-Gaps: Fine-Grained Eigenvector Estimation and Inference Under Heteroscedastic Noise
Uses Software
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